+118.1%
XEL vs CLBK
+66.9%
+51.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | -1.5% | +7.8% | -9.3% | -2.9% |
| 3M | -0.2% | +23.9% | -24.1% | -4.2% |
| 6M | -5.4% | +42.3% | -47.8% | -11.6% |
| YTD | +5.6% | +65.4% | -59.7% | -4.2% |
| 1Y | +10.5% | +70.3% | -59.9% | -0.7% |
| 3Y | +49.2% | +54.5% | -5.3% | +34.1% |
| 5Y | +30.1% | +43.1% | -13.0% | +14.3% |
| All | +118.1% | +66.9% | +51.2% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling